+193.5%
NRG vs BTDR
+20.7%
+172.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.3% |
| 7D | -4.7% | -3.4% | -1.3% | -4.4% |
| 30D | -6.0% | +32.6% | -38.6% | -8.4% |
| 3M | -8.0% | -32.2% | +24.3% | -6.0% |
| 6M | -23.2% | +52.4% | -75.5% | -27.0% |
| YTD | -28.1% | +6.7% | -34.7% | -30.2% |
| 1Y | -27.3% | -15.2% | -12.0% | -28.8% |
| 3Y | +208.7% | +14.9% | +193.8% | +188.0% |
| All | +193.5% | +20.7% | +172.8% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling